Insurance Risk and Ruin
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Publication:3178653
DOI10.1017/9781316650776zbMath1351.91001OpenAlexW4246013509MaRDI QIDQ3178653
Publication date: 6 December 2016
Full work available at URL: https://doi.org/10.1017/9781316650776
Utility theory (91B16) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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Estimación máxima verosimilitud de la probabilidad de ruina en el modelo de riesgo clásico con reclamaciones exponenciales ⋮ On the risk of ruin in a SIS type epidemic ⋮ On automatic bias reduction for extreme expectile estimation ⋮ Some comparison results for finite-time ruin probabilities in the classical risk model ⋮ Ruin probability for finite negative binomial mixture claims via recurrence sequences ⋮ Large deviation principles for renewal-reward processes ⋮ On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading ⋮ Local limit theorems for collective risk models ⋮ Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital ⋮ The performance of the hypergeometric \(np\) chart with estimated parameter ⋮ On the distribution of classic and some exotic ruin times ⋮ On corrected phase-type approximations of the time value of ruin with heavy tails ⋮ Large deviations in discrete-time renewal theory ⋮ More for less insurance model: an alternative to (re)insurance ⋮ Large deviations in renewal models of statistical mechanics ⋮ Statistical fluctuations under resetting: rigorous results
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